"Optimal Stopping of Linear Diffusions"
By
Abstract: Finding optimal times to sell a house, to retire, or to hire or fire
employees requires solving optimal stopping problems. In this talk, we will show that optimal stopping
problems of linear diffusions can be
directly solved by means of the generalized concave functions and illustrate the solution method on several
numerical examples.
Date: Tuesday, December 17, 2013
Time: 16.00
Place: Mathematics Seminar Room, SA-141
Tea and cookies will be served before the
seminar.